Using street view, you can often see "Social Security" on a building or sign.

Social Security Office Directions and Notes :

LOCATED ON THE SOUTHEAST CORNER OF 7TH AND HISTORIC MITCHELL ST ON THE SECOND FLOOR ABOVE A FAMILY DOLLAR STORE. THE ENTRANCE IS LOCATED ON 7TH STREET. THERE IS PUBLIC PARKING ON 7TH STREET AND IN A CITY OF MILWAUKEE PARKING LOT ON 7TH ST ACROSS FORM THE OFFICE ENTRANCE.

Milwaukee Social Security Office Notes

Try online services like setting up direct deposit at
ssa.gov.
Social Security office hours were extended in March, 2015. Now, generally,
all Social Security offices are open 9:00 to 4:00, except Wednesdays
when hours are 9:00 to noon. Try calling to get an appointment
before travelling. Fridays may be more open.